The article considers the factors that have the greatest impact on the financial condition of enterprises and their creditworthiness of the companies of micro and small businesses. It becomes a currently important problem because of positive dynamics in bank lending of Russian's micro and small businesses and tendency of banks to detach this block separately. The author makes a survey of main researches, concerning the modeling of default's probability in the sphere of small and medium enterprises, compares these models with similar models in corporate sector and highlighted peculiarities. Also the author describes generic procedure regarding perfection of model of forecasting of default's probability in the area of micro and small businesses.
Keywords: credit risk, probability, forecast, default, micro and small enterprises
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